A method has been developed for the estimation of gas-droplet velocity cross-correlation functions in sprays using a phase Doppler interferometer. The method combines time-dependent velocity measurements of droplets in sprays and a droplet-eddy interaction model for the estimate of the value of the cross-correlation function at zero time delay, which cannot be measured directly due to limitation to single droplets in the probe volume of the interferometer. Measurements of gas-droplet velocity cross- and gas velocity auto-correlation functions were obtained in a spray from a coaxial air-blast atomizer and are presented for droplet sizes with turbulent Stokes numbers of 0.1. It was found that the droplet-gas velocity cross-correlation function was asymmetric around zero time delay and the presence of a mean slip velocity between the two phases shifted its maximum to nonzero time delays. In addition, the generation of series of liquid clusters during the breakup process of the liquid jet at the nozzle exit caused nearly deterministic temporal fluctuations of droplet concentration, which induced fluctuations on the gas flow velocity.